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Simulation-based finite sample linearity test against smooth transition models
González, Andrés; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 797-812
Persistent link: https://www.econbiz.de/10003393516
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Can tests for stochastic unit roots provide useful Portmanteau tests for persistence?
Taylor, Robert; Dijk, Dick van - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10001705097
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Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
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Identifying changes in mean, seasonality, persistence and volatility for G7 and euro area inflation
Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; … - In: Oxford bulletin of economics and statistics 76 (2014) 3, pp. 360-388
Persistent link: https://www.econbiz.de/10010474915
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Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 737-763
Persistent link: https://www.econbiz.de/10001334927
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Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?
Taylor, A.M.Robert; Van Dijk, Dick - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 381-398
Persistent link: https://www.econbiz.de/10006439231
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Testing Parameter Constancy and Super Exogeneity in Econometric Equations
Jansen, Eilev S.; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 735-764
Persistent link: https://www.econbiz.de/10006480071